Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles

DOI10.1007/BF02180200zbMATH Open0916.15009MaRDI QIDQ1285192FDOQ1285192

Authors: L. A. Pastur, M. V. Shcherbina 

Publication date: 6 July 1999

Published in: Journal of Statistical Physics (Search for Journal in Brave)

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zbMATH Keywords

random matricesquantum field theoryeigenvalue statisticsuniversality conjecturelocal asymptotic regimeorthogonal polynomial technique

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Quantum field theory on lattices (81T25)

Cites Work

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Cited In (78)

• On the origins of Riemann–Hilbert problems in mathematics*
• Bulk Universality for Unitary Matrix Models
• Riemann-Hilbert theory without local parametrix problems: applications to orthogonal polynomials
• A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type
• An asymptotic formula for polynomials orthonormal with respect to a varying weight
• Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
• Gap universality of generalized Wigner and \(\beta\)-ensembles
• Title not available (Why is that?)
• Large N Asymptotics in Random Matrices
• Gelfand-Tsetlin polytopes and random contractions away from the limiting shape
• The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
• Asymptotics of a cubic sine kernel determinant
• Universality in the bulk holds close to given points
• Asymptotic expansions for polynomials orthogonal with respect to a complex non-constant weight function
• Asymptotics of Meixner polynomials and Christoffel-Darboux kernels
• Bulk universality holds in measure for compactly supported measures
• Asymptotics of a Fredholm determinant corresponding to the first bulk critical universality class in random matrix models
• Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries
• Random matrices: universality of local eigenvalue statistics
• On universality of bulk local regime of the Hermitian sample covariance matrices
• Edge universality for orthogonal ensembles of random matrices
• Some recent methods for establishing universality limits
• Universality of local spectral statistics of random matrices
• Bulk universality and related properties of Hermitian matrix models
• On the \(1/n\) expansion for some unitary invariant ensembles of random matrices
• Random matrices: the four-moment theorem for Wigner ensembles
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Double scaling limit for matrix models with nonanalytic potentials
• Mesoscopic fluctuations for unitary invariant ensembles
• On universality of local edge regime for the deformed Gaussian unitary ensemble
• Edge universality of beta ensembles
• An update on local universality limits for correlation functions generated by unitary ensembles
• Change of variables as a method to study general β-models: Bulk universality
• Local density for two-dimensional one-component plasma
• Phase transition in random noncommutative geometries
• Universal edge fluctuations of discrete interlaced particle systems
• Some universal properties for restricted trace Gaussian orthogonal, unitary and symplectic ensembles
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Universality limits in the bulk for varying measures
• Universality limits for random matrices and de Branges spaces of entire functions
• Eigenvalue distributions of random unitary matrices
• A transportation approach to universality in random matrix theory
• Spectral statistics of Erdős-Rényi graphs II: eigenvalue spacing and the extreme eigenvalues
• Universality for random matrix flows with time-dependent density
• Universality of general \(\beta\)-ensembles
• On expanding neighborhoods of local universality of Gaussian unitary ensembles
• Applications of universality limits to zeros and reproducing kernels of orthogonal polynomials
• Local limits for orthogonal polynomials for varying measures via universality
• Random matrices: The universality phenomenon for Wigner ensembles
• From random matrices to quasi-periodic Jacobi matrices via orthogonal polynomials
• Random matrix central limit theorems for nonintersecting random walks
• Title not available (Why is that?)
• Book Review: Random matrix theory: invariant ensembles and universality
• Asymptotic expansions for the Gaussian unitary ensemble
• Limit correlation functions for fixed trace random matrix ensembles
• Almost-Hermitian random matrices: Eigenvalue density in the complex plane
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models
• Lectures on random matrix models. The Riemann-Hilbert approach
• Orthogonal polynomials with respect to varying weights
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
• Universal parametric correlations of eigenvalues of random matrix ensembles
• Universality properties of Gelfand-Tsetlin patterns
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model
• Universality limits for exponential weights
• Orthogonal and symplectic matrix models: universality and other properties
• Bootstrapping Dirac ensembles
• Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
• Universal random matrix correlations of ratios of characteristic polynomials at the spectral edges
• Density of eigenvalues and its perturbation invariance in unitary ensembles of random matrices
• Bulk universality of general {\(\beta\)}-ensembles with non-convex potential
• Transport maps for \(\beta\)-matrix models and universality
• Universality limits for entire functions
• Universality for eigenvalue correlations from the unitary ensemble associated with a family of singular weights
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• Fluctuations of matrix elements of regular functions of Gaussian random matrices
• On universality for orthogonal ensembles of random matrices
• Universality of a double scaling limit near singular edge points in random matrix models
• Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields

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